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1500 questions
7
votes
4 answers

Learning local search operator selection

I'm just reading [1]. The authors use a neural network to solve capacitated vehicle routing problems through iterative generation of tours by solving a price-collecting traveling salesman problem in the action selection step of the neural…
ktnr
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Is this a valid strong polynomial algorithm for deciding LP feasibility?

Let $$A \cdot X + B \preceq 0$$ be a system of linear inequalities with $X \in \mathbb{R}^n$ $A\in \mathbb{R}^{m\times n}$ and $B \in \mathbb{R}^m$ where $m \geq n$. According to Farkas lemma, exactly one of the following two is true: $\exists X…
C Marius
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7
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1 answer

Linearizing a program with multinomial logit in the objective

I have a nonlinear problem as follows: \begin{align}\min&\quad\sum_{k=1}^{K}\left|y_k - \sum_{i=1}^{N} \frac{e^{x_{k}^{i}}}{\sum_{j=1}^{K} e^{x^{i}_{j}}}\right|\\\text{s.t.}&\quad x^i_{j} \ge 0\end{align} Essentially, there are $K$ buckets with a…
Alex
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7
votes
1 answer

Maximizing a Ratio/Percent

I'm using cvxpy to model a problem. Inside a very large and complex LP, I create two continuous, affine (unconstrained) expressions: $x$ and $y$. Due to how they are created, I know that $0\lt x \lt y \leq U$. Obviously: $x/y \lt 1$. In my LP…
Adi Shavit
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7
votes
4 answers

How to reduce the risk of wrong modelling in OR industry projects?

In my experience many OR Industry projects contains at least one person with background in OR (who is not familiar with the technical background) and at least one person from industry with the technical background, let's call them person1 and…
user3680510
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7
votes
1 answer

Strong MIP formulations for a large-scale mixed-integer nonlinear feasibility problem

I'm trying to construct a strong MIP formulation for the following integer nonlinear feasibility problem. Informally: We have a $m \times n$ decision matrix of binary variables Each row of the matrix has to sum to $2 \leq p \leq n$ Each row is…
7
votes
1 answer

Java source code for branch and price

Is there any Java source code (or framework) to implement and solve MILP using the branch and price method? AFAIK, jORLib is a framework to implement B&P using Java, but it does not have any clear documents or active mailing list.
A.Omidi
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7
votes
1 answer

Why is this version of the algorithm more efficient?

I am a student self-studying Optimization, and I am reading about the Conjugate Gradient Method in Numerical Optimization by Nocedal & Wright, and they present two different algorithms for it. First they present Algorithm 5.1 which is the way you…
Blue
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7
votes
1 answer

Minimizing sum of functions with pairwise dependence

I have formulated a problem where I need to minimize the sum of $N$ functions, with only pairwise dependence between the functions (any single constraint involves only two functions having adjacent…
V-Red
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7
votes
2 answers

Difference between exploration and exploitation in Simulated Annealing algorithm

In evolutionary algorithms, two main abilities maintained which are Exploration and Exploitation. In Exploration the algorithm searching for new solutions in new regions, while Exploitation means using the already existing solution and make…
stevGates
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7
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1 answer

CPLEX MIP warm start seems slow down the program?

I have been working on a combinatorial optimization problem which can be modeled as an integer linear programming. I implemented it as a c++ project in visual studio 2017 and CPLEX1271. With the hope that my program would run faster, I use MIPStart…
Mengfan Ma
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7
votes
2 answers

How to simulate computational execution time?

I am working with some computational experiments with an Integer Programming (IP) formulation over a well-known set of instances from the literature of my problem. And I would like to compare my formulation with another author formulation from the…
7
votes
1 answer

CVRP with vehicles blocking each other

I have a standard CVRPTW (capacitated vehicle routing problem with time windows). The instance is given by a (not complete) graph $G$ with weighted $w$ directed edges $e \in E$, and I have a limited number of vehicles $v$ with a capacity $k$ and…
PSLP
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7
votes
0 answers

Modelers and modeling languages: how do you choose, and which features do you use?

There are many modeling languages and APIs around. One or more per solver, plus many that target multiple solvers: AMPL, GAMS, PuLP, JuMP, Pyomo... Among all these possibilities, why did you pick a given modeling tool? Which criteria did you apply?…
Ggouvine
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7
votes
2 answers

Find Euclidean sub-distances for a given distance matrix

Assume I have a matrix $(d_{ji})_{ij}$ of distances between points $i$ and $j$. These distances could be anything fulfilling the triangle inequality. Now I would like to find coordinates $(x_i,y_i)$ for each $i$, so that the Euclidean distances are…
J Fabian Meier
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